How do I rotate bones along axis?
Do the following in any order, it doesn't matter.
Select Rotate tool from toolbar.

Enter pose mode.

Set your Transformation orientation to local. Set your selection pivots to be individual origins as rotating a group of bones doesn't usually make much sense with bones. Now you can rotate one or more bones and those will each rotate from their own pivot. You can curl fingers for example.

If you don't like gizmos for some reason, you could also select some bones, then press R then X after it, and then move your mouse to rotate your bones along x-axis. This of course works for Y an Z-axis too.